Don't be afraid to utilize any equalization hat your preamp/receiver has available. A little "tuning" of your system to the space it's in can work wonders.

THINGS TO AVOID:

DO NOT try to "tune" your system by spending a lot on "audiophile" cabling. This is an incredibly slippery slope... there are MANY companies who would be perfectly happy to sell you a $1,000 per meter (or more) set of speaker cables that they bought from a Chinese distributor for $1 per meter, and then "dressed up". While quality interconnect & speaker cable is important, it isn't the end-all for your system, and it does not need to break the bank.

When tuning your system/room - be sure to listen to it at a decent volume level. At different volume levels, the human ear "hears" differently from a frequency perspective. This article can explain it a little better than I can: http://en.wikipedia.org/wiki/Fletcher–Munson_curves.
If you tune your room at a quiet volume level - where the "hearing curve" isn't very flat - you'll find it will sound VERY different when listening to something at volume.

I hope this helps you out a bit. If you have any more specific questions, feel free to hit me up.

Expertise

Home Theater Audio Cabling (from HDMI to speaker cable).
I WILL REJECT ALL CAR AUDIO QUESTIONS - I am not a car audio guy.

Experience

I am a Certified Audio Engineer that also works in the A/V cabling industry. I would like to dispel the myths and outright lies about the cables that connect your home theater systems together. Here's a hint - many of you have been misled out of hundreds of dollars for cabling systems.